Browsing Machakos University Journal of Science and Technology by Subject "Generalized Pareto distribution"

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Change point analysis in the generalized Pareto distribution

Mwelu, Susan; Waititu, A.G; Mwita, P.N (MksU Press, 2021-06)

The general goal of data statistical analysis is to find a near perfect translation to reality such that minimal information is lost in the approximating model. In this paper change point problem is viewed as a model ...
Threshold Determination for Maximum Product of Spacing Methodology with Ties for Extreme Events

Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (MksU Press, 2021-06)

Extreme events are defined as values of the event below or above a certain value called threshold. A well-chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so ...